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Researcher · Politecnico di Milano · Italy

Roberto Baviera

Roberto Baviera publishes mostly in Finance, Economics and Econometrics and Management Science and Operations Research, on topics such as Stochastic processes and financial applications, Complex Systems and Time Series Analysis and Financial Risk and Volatility Modeling.

ORCID 0000-0002-8557-979X OpenAlex
World rank
#4,720,676
of 7,710,434 ranked researchers
Rank in Italy
#159,347
of 242,206
Works
79
Citations
300
Citations per work
3.8
h-index
10
i10-index 11Top 41% in Finance
Roberto Baviera

What does Roberto Baviera research?

Roberto Baviera's work is mostly in Economics, Econometrics and Finance (68%), Decision Sciences (5%), Energy (3%).

Social Sciences: 58 works · 73.4% of their workEconomics, Econometrics and Finance: 54 works · 68.4% of their workFinance: 39 works · 49.8% of their workEconomics and Econometrics: 15 works · 18.6% of their workDecision Sciences: 4 works · 5.0% of their workManagement Science and Operations Research: 4 works · 5.0% of their workEverything else: 14 works · 17.5% of their workPhysical Sciences: 7 works · 9.1% of their workEnergy: 3 works · 3.2% of their workRenewable Energy, Sustainability and the Environment: 3 works · 3.2% of their workEngineering: 3 works · 3.2% of their workElectrical and Electronic Engineering: 3 works · 3.2% of their workPhysics and Astronomy: 2 works · 2.7% of their workStatistical and Nonlinear Physics: 2 works · 2.7% of their workTHEIR WORKRoberto Baviera79works
Physical Sciences9%Social Sciences73%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance5468.4%
    2. Decision Sciences45.0%
  2. Everything else1417.5%
    1. Energy33.2%
    2. Engineering33.2%
    3. Physics and Astronomy22.7%
  1. 1Finance50% of their works
  2. 2Economics and Econometrics19% of their works
  3. 3Management Science and Operations Research5% of their works
  4. 4Electrical and Electronic Engineering3% of their works
  5. 5Renewable Energy, Sustainability and the Environment3% of their works
  6. 6Statistical and Nonlinear Physics3% of their works

Research topics

Which keywords describe Roberto Baviera's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Liquidity, Asset Pricing, Econophysics, Multifractal Analysis, GARCH Models and Volatility.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 18 words, with their numbers
  1. Option Pricing401 topic
  2. Stochastic Calculus401 topic
  3. Liquidity343 topics
  4. Asset Pricing242 topics
  5. Econophysics211 topic
  6. Multifractal Analysis211 topic
  7. GARCH Models191 topic
  8. Volatility191 topic
  9. Credit Spread Changes181 topic
  10. Default Risk181 topic
  11. Market Efficiency141 topic
  12. Stock Returns141 topic
  13. Competitive Economy101 topic
  14. Monetary Equilibrium101 topic
  15. Electricity Price Forecasting71 topic
  16. Load Forecasting71 topic
  17. Banking61 topic
  18. Finance61 topic

Where does Roberto Baviera work?

Roberto Baviera's main affiliation in the publication record is Politecnico di Milano, Italy.

How many publications and citations does Roberto Baviera have?

OpenAlex counts 79 works and 300 citations for Roberto Baviera, an h-index of 10, ranking #4,720,676 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

Discussion

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